DZ Bank Call 3.75 BVB 20.12.2024
/ DE000DJ27ZN3
DZ Bank Call 3.75 BVB 20.12.2024/ DE000DJ27ZN3 /
2024-05-03 1:11:22 PM |
Chg.+0.020 |
Bid1:13:56 PM |
Ask1:13:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
+3.85% |
0.530 Bid Size: 15,000 |
0.560 Ask Size: 15,000 |
BORUSSIA DORTMUND |
3.75 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ27ZN |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BORUSSIA DORTMUND |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.75 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-10-16 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.40 |
Historic volatility: |
0.41 |
Parity: |
0.14 |
Time value: |
0.46 |
Break-even: |
4.35 |
Moneyness: |
1.04 |
Premium: |
0.12 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.09 |
Spread %: |
17.65% |
Delta: |
0.64 |
Theta: |
0.00 |
Omega: |
4.13 |
Rho: |
0.01 |
Quote data
Open: |
0.520 |
High: |
0.550 |
Low: |
0.520 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+38.46% |
1 Month |
|
|
+116.00% |
3 Months |
|
|
+17.39% |
YTD |
|
|
+14.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.380 |
1M High / 1M Low: |
0.520 |
0.230 |
6M High / 6M Low: |
0.600 |
0.220 |
High (YTD): |
2024-05-02 |
0.520 |
Low (YTD): |
2024-03-28 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.330 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.386 |
Avg. volume 6M: |
|
16.129 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
218.45% |
Volatility 6M: |
|
155.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |